Related papers: State Estimator Design: Addressing General Delay S…
Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…
In this paper, a singular value decomposition (SVD) approach is developed for implementing the cubature Kalman filter. The discussed estimator is one of the most popular and widely used method for solving nonlinear Bayesian filtering…
Recent research in nonlinear filtering and signal processing has suggested an efficient derivative-free Extended Kalman filter (EKF) designed for discrete-time stochastic systems. Such approach, however, has failed to address the estimation…
Our current understanding of fluctuations of dynamical (time-integrated) observables in non- Markovian processes is still very limited. A major obstacle is the lack of an appropriate theoretical framework to evaluate the associated large…
This work focuses on the well-posedness of abstract stochastic linear systems with boundary input delay and unbounded observation operators. We use product spaces and a semigroup approach to reformulate such delay systems into free-delay…
Maximizing the Kullback-Leibler divergence (KLD) is a fundamental problem in waveform design for active sensing and hypothesis testing, as it directly relates to the error exponent of detection probability. However, the associated…
Fueled by applications in sensor networks, these years have witnessed a surge of interest in distributed estimation and filtering. A new approach is hereby proposed for the Distributed Kalman Filter (DKF) by integrating a local covariance…
A general and easy-to-code numerical method based on radial basis functions (RBFs) collocation is proposed for the solution of delay differential equations (DDEs). It relies on the interpolation properties of infinitely smooth RBFs, which…
Non-Markovian dynamics is ubiquitous in both quantum and classical systems, but the numerical computation of the time-delay dynamics is demanding. In this work, we propose an efficient quantum algorithm for solving linear distributed delay…
We present a novel extension of the SINDy framework to delay differential equations with {\it distributed delays} and {\it renewal equations}, where typically the dependence from the past manifests via integrals in which the history is…
We develop a novel multi-layer predictor-feedback to achieve exact compensation of state-dependent input delay of general nonlinear integro-differential equations. The system of interest is an unconventional mixed Partial Differential…
A novel numerical approach to solving the shallow-water equations on the sphere using high-order numerical discretizations in both space and time is proposed. A space-time tensor formalism is used to express the equations of motion…
This paper studies the stabilization and safety problems of nonlinear time-delay systems. Following both Razumikhin and Krasovskii approaches, we propose novel control Lyapunov functions/functionals for the stabilization problem and novel…
This article analyzes the high-gain prediction approach for nonlinear input-delay systems. The problem is discussed in the light of weighted homogeneity and input-to-state stability. The canonical form for uniformly observable nonlinear…
We propose a novel method for forecasting the temporal evolution of probability distributions observed at discrete time points. Extending the Dynamic Probability Density Decomposition (DPDD), we embed distributional dynamics into…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
We deal with the problem of parameter estimation in stochastic differential equations (SDEs) in a partially observed framework. We aim to design a method working for both elliptic and hypoelliptic SDEs, the latters being characterized by…
The analysis of the stability of systems' equilibria plays a central role in the study of dynamical systems and control theory. This note establishes an extension of the celebrated Krasovski\u{\i} stability theorem for functional…
In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…
Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…